McIlroy, looking clearly distraught, told a news conference this morning at Wentworth that he never had any thoughts of withdrawing from the BMW PGA Championship this week despite his off-course troubles.

Looking drained the 25-year-old two-time major winner said: "Obviously (it's) quite a difficult time for Caroline and myself and I think the statement really said it all this morning. It was mutual and amicable and we both thought it was the best for both of us. Time to move on and I think I've said all that I need to say.

"I just want to get my head into golf this week and concentrate on the tournament and try and do well. (I've) been playing well. The form's been good. Just want to dive straight into it and keep myself somewhat busy and just try and have a good week on the course.

"I'm not going to lie. It's going to be very difficult. But you know, at least when I get inside the ropes, (I can) just try and concentrate on the shot at hand."

Asked if he had been tempted to withdraw from an event in which he has missed the cut in each of the last two years, McIlroy added: "No, I didn't think there was any reason to do that. There's no good time to sort of end a relationship I guess.

"I made a commitment to be here. It's the European Tour's flagship event. I'm very proud to be part of the European Tour. The European Tour have been very good to me over the last number of years and I thought it was my duty to come back and play in this event. Once I gave my word that I would, I wasn't going to go back on it.

"My schedule right now is here, Memorial and US Open, Irish Open, Scottish Open, British Open. I don't think that's going to change.

"I think I'm no different than anyone else. Everyone has been through break ups and it's obviously very, very difficult. But look, I'm here to try and concentrate on this week and answer questions about golf and that's what I'm going to do."

The first question on golf at least provided some light relief, with McIlroy laughing after a tongue-in-cheek question about at "least being at a golf course you love."

"I've enjoyed my times here," he added. "I think it's a beautiful golf course. I've got great memories of the place from coming and watching the World Match Play in the early 2000s as a kid. I've struggled on the course personally since they made the changes.

"I'm trying to go in this week with the mindset of not getting frustrated, just trying to play to my spots and not be frustrated that I might only get to hit driver two or three times a round and feel like my advantage of my length is taken away from me.

"I'm just going to try and accept that you've got to plot your way around this golf course and not be overly aggressive. Hopefully I can put in a performance that's a little better than it has been the last few years."

The superstar Irish golfer ended his engagement to Caroline Wozniacki this morning.

The couple became engaged on New Year's Day after two years together.

McIlroy issued a statement this morning confirming the news, just after his wedding invitations were sent at the weekend.

He wished Caroline the best for the future and said he will not be elaborating on their split in the future.

"There is no right way to end a relationship that has been so important to two people," McIlroy said today, after a discussion with Wozniacki.

Rory McIlroy of Northern Ireland talks to his fiance Caroline Wozniacki of Denmark, after coming joint second after the final round of the Abu Dhabi HSBC Golf Championship at Abu Dhabi Golf Club on January 19, 2014 in Abu Dhabi, United Arab Emirates. (Photo by Matthew Lewis/Getty Images)

"The problem is mine. The wedding invitations issued at the weekend made me realise that I wasn't ready for all that marriage entails. I wish Caroline all the happiness she deserves and thank her for the great times we've had.

"I will not be saying anything more about our relationship in any setting."

Tennis player Caroline Wozniacki walks with her fiancee Rory McIlroy, of Northern Ireland, during the par three competition at the Masters golf tournament Wednesday, April 9, 2014, in Augusta, Ga. (AP Photo/Darron Cummings)

Independent.ie understands that the invites to the wedding were sent out at the weekend to friends of the golfer in Northern Ireland, and to well-known people including former US President Bill Clinton.

The invites - sent through an American wedding planner - indicated that the wedding would take place in New York on 8 November.

McIlroy last tweeted from Monte Carlo on May 18th, enjoying a romantic dinner with the Danish tennis pro.

Nice view for dinner with @CaroWozniacki at Nobu Monte Carlo. His Twitter avatar is still a photo of them cuddling.

McIlroy is involved in a lengthy legal battle with his former management company in the courts in Dublin over commissions from his lucrative sports sponsorship and endorsement contracts.

The golf star, who has a 20m US dollar a year contract with Nike, claims he has paid more than 6.8m US dollars based on unreasonable fee rates much higher than the norm in the sports agency industry.